"How were you able to get Perl 5.32.0 on Cygwin?"

Short answer: I used Perlbrew.

Detailed answer: "Re: Perl on Windows 10". That actually got me 5.30.0 (at that time, Cygwin had 5.26.3). I don't remember the exact details of how I upgraded that to 5.32.0, but it was probably just:

perlbrew install perl-5.32.0
[download]

So now I have:

$ perl -v | head -2 | tail -1
This is perl 5, version 32, subversion 0 (v5.32.0) built for cygwin-th
+read-multi
[download]

You may also be interested in "App::perlbrew - Compiling Perl with thread support". It's possibly somewhat dated: I wrote it in 2012 and added an update in 2014. I didn't need to do anything special to get thread support this time around on Cygwin: I don't know if defaults have changed or this was platform-related (I was using Mac OS X back then).